QPR-12014 update expected output

Author: pcaspers

Examples/Example_15/ExpectedOutput/var.csv

@@ -1,20 +1,20 @@
 #Portfolio,RiskClass,RiskType,Quantile_0.010000,Quantile_0.050000,Quantile_0.950000,Quantile_0.990000
-(all),(all),(all),-51290159.407976,-36327329.388175,35901204.388175,50864034.407976
+(all),(all),(all),-51235590.702637,-36273022.490219,35954247.490219,50916815.702637
 PF1,(all),(all),-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
-PF2,(all),(all),-6557646.195612,-4692094.096579,4313294.096579,6178846.195612
-(all),(all),DeltaGamma,-51283164.981876,-36320419.015922,35907709.015922,50870454.981876
+PF2,(all),(all),-6496762.740931,-4633322.329692,4361872.329692,6225312.740931
+(all),(all),DeltaGamma,-51228597.857258,-36266113.235621,35960753.235621,50923237.857258
 PF1,(all),DeltaGamma,-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
-PF2,(all),DeltaGamma,-6548636.969272,-4683759.151709,4318374.151709,6183251.969272
-(all),(all),Vega,-177910.952279,-127757.589806,114342.589806,164495.952279
-PF2,(all),Vega,-177910.952279,-127757.589806,114342.589806,164495.952279
-(all),InterestRate,(all),-37045418.328177,-26256746.253322,25822303.253322,36610975.328177
+PF2,(all),DeltaGamma,-6487763.642587,-4624994.545862,4366959.545862,6229728.642587
+(all),(all),Vega,-177437.215274,-127422.632151,114007.632151,164022.215274
+PF2,(all),Vega,-177437.215274,-127422.632151,114007.632151,164022.215274
+(all),InterestRate,(all),-36990503.836512,-26202194.865752,25875101.865752,36663410.836512
 PF1,InterestRate,(all),-36286970.228997,-25662864.686621,25621789.686621,36245895.228997
-PF2,InterestRate,(all),-6556216.192571,-4693216.825666,4299848.825666,6162848.192571
-(all),InterestRate,DeltaGamma,-37038123.786470,-26249553.669032,25829003.669032,36617573.786470
+PF2,InterestRate,(all),-6495322.849454,-4634438.067121,4348420.067121,6209304.849454
+(all),InterestRate,DeltaGamma,-36983211.482402,-26195003.828212,25881803.828212,36670011.482402
 PF1,InterestRate,DeltaGamma,-36286970.228997,-25662864.686621,25621789.686621,36245895.228997
-PF2,InterestRate,DeltaGamma,-6547253.865097,-4684845.026740,4305370.026740,6167778.865097
-(all),InterestRate,Vega,-167057.011413,-120153.281333,106260.281333,153164.011413
-PF2,InterestRate,Vega,-167057.011413,-120153.281333,106260.281333,153164.011413
+PF2,InterestRate,DeltaGamma,-6486370.984829,-4626073.665994,4353948.665994,6214245.984829
+(all),InterestRate,Vega,-166550.351677,-119795.045528,105902.045528,152657.351677
+PF2,InterestRate,Vega,-166550.351677,-119795.045528,105902.045528,152657.351677
 (all),Inflation,(all),-304149.096627,-215013.224331,215263.224331,304399.096627
 PF1,Inflation,(all),-304149.096627,-215013.224331,215263.224331,304399.096627
 (all),Inflation,DeltaGamma,-304149.096627,-215013.224331,215263.224331,304399.096627